Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49558.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43552.08 Kr¶

PnL: ---------------------------------------> -1323.5 Kr¶

DD now: ---------------------------------> -6.706 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:04:52.885088'

Anic Portfolio¶

Today¶

Return: -0.038 %¶

This Week¶

Return: -2.351 %¶

Total portfolio value¶

Return including deposits: 62.241 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.940000 1528.180000 105.180000 7.390000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -1.060000 915.240000 3.240000 0.360000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 1.010000 903.000000 -1.000000 -0.110000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
BioGaia B 8 2.090000 898.400000 -5.600000 -0.620000 904.000000
ASSA ABLOY B 4 -0.400000 984.800000 -8.200000 -0.830000 993.000000
JM 7 -0.070000 939.400000 -10.600000 -1.120000 950.000002
AcadeMedia 20 -0.700000 963.200000 -14.800000 -1.510000 978.000000
Biotage 1 -5.630000 134.000000 -15.000000 -10.070000 149.000000
Hexatronic Group 15 1.010000 1055.100000 -15.900000 -1.480000 1071.000000
OX2 12 -1.920000 889.200000 -19.800000 -2.180000 909.000000
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
Vitrolife 3 0.000000 657.000000 -20.000000 -2.950000 677.000001
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Bufab 3 -0.570000 1053.600000 -22.400000 -2.080000 1076.000001
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Creaspac SPAC 40 -0.100000 3808.000000 -26.000000 -0.680000 3834.000000
Latour B 4 -2.220000 829.200000 -26.800000 -3.130000 856.000000
Investor B 3 -1.040000 631.050000 -26.950000 -4.100000 657.999999
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Sagax B 4 -2.030000 850.400000 -34.600000 -3.910000 885.000000
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
SKF B 5 -1.050000 938.500000 -41.500000 -4.230000 980.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
Catena 2 0.530000 760.400000 -45.600000 -5.660000 806.000000
Orrön Energy 170 -2.730000 1998.350000 -47.650000 -2.330000 2045.999980
Platzer Fastigheter Holding B 12 -1.320000 896.400000 -54.600000 -5.740000 951.000000
HEXPOL B 8 -6.030000 884.800000 -72.200000 -7.540000 957.000000
Hexagon B 26 -1.580000 3330.600000 -89.400000 -2.610000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.940000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43552.080000 -1323.500000 -6.70572% 44875.578016

Updated:¶

'2023-06-21 16:05:09.838491'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶